Recent Developments in Cointegration

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  • Recent Developments in Cointegration Book Detail

  • Author : Katarina Juselius
  • Release Date : 2018-07-05
  • Publisher : MDPI
  • Genre : Business & Economics
  • Pages : 219
  • ISBN 13 : 3038429554
  • File Size : 60,60 MB

Recent Developments in Cointegration by Katarina Juselius PDF Summary

Book Description: This book is a printed edition of the Special Issue "Recent Developments in Cointegration" that was published in Econometrics

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The Cointegrated VAR Model

The Cointegrated VAR Model

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This valuable text provides a comprehensive introduction to VAR modelling and how it can be applied. In particular, the author focuses on the properties of the